Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-04-20 0.281402 0.305873 0.332290 0.363063 0.398099 0.436955 0.483593
2025-04-27 0.252269 0.284071 0.320230 0.364805 0.418860 0.483066 0.566298
2025-05-04 0.230948 0.267130 0.309950 0.365161 0.435670 0.524455 0.647692
2025-05-11 0.215474 0.254879 0.303117 0.367782 0.454262 0.569167 0.739429
2025-05-18 0.197432 0.237507 0.287843 0.357387 0.453859 0.587779 0.797477
2025-05-25 0.181426 0.221261 0.272356 0.344745 0.448326 0.597681 0.843367
2025-06-01 0.172590 0.213510 0.267170 0.345253 0.460808 0.634602 0.937074
2025-06-08 0.168282 0.211299 0.269032 0.355477 0.488175 0.697360 1.085898
2025-06-15 0.162087 0.206013 0.266104 0.358255 0.504201 0.743917 1.216160
2025-06-22 0.155147 0.199204 0.260449 0.356297 0.512245 0.777840 1.329855
2025-06-29 0.148888 0.192947 0.255102 0.354226 0.519650 0.811351 1.450597
2025-07-06 0.141063 0.184026 0.245283 0.344324 0.512730 0.817526 1.513232
2025-07-13 0.136671 0.179990 0.242697 0.346106 0.526803 0.866742 1.692471
2025-07-20 0.132329 0.175777 0.239550 0.346657 0.538673 0.913545 1.882061
2025-07-27 0.128118 0.171531 0.236069 0.346319 0.548794 0.958412 2.083596
2025-08-03 0.124771 0.168394 0.234097 0.348327 0.563475 1.015598 2.344700
2025-08-10 0.119038 0.161383 0.225633 0.338455 0.554059 1.017313 2.435878
2025-08-17 0.113261 0.154083 0.216375 0.326608 0.539659 1.005510 2.479622
2025-08-24 0.110436 0.151211 0.214090 0.326984 0.549898 1.053941 2.755384
2025-08-31 0.109620 0.151392 0.216732 0.336374 0.579679 1.156434 3.297440
2025-09-07 0.107498 0.149423 0.215706 0.338902 0.595184 1.225732 3.757643
2025-09-14 0.104684 0.146240 0.212489 0.337070 0.600930 1.269892 4.138901
2025-09-21 0.102012 0.143183 0.209339 0.335143 0.606254 1.314115 4.560200